+159.7%
TRV vs IFF
-35.8%
+195.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +1.9% | -3.2% | +5.1% | +2.4% |
| 30D | +1.7% | -0.3% | +2.0% | +1.7% |
| 3M | +23.9% | +8.4% | +15.4% | +22.2% |
| 6M | +26.3% | +23.0% | +3.2% | +21.5% |
| YTD | +30.8% | +25.5% | +5.4% | +25.3% |
| 1Y | +36.3% | +29.1% | +7.3% | +29.7% |
| 3Y | +145.0% | +31.7% | +113.4% | +129.1% |
| All | +159.7% | -35.8% | +195.5% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling